Symmetric reflected diffusions

zbMath0794.60078MaRDI QIDQ1316640

Etienne Pardoux, Ruth J. Williams

Publication date: 15 August 1994

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1994__30_1_13_0

zbMATH Keywords

semimartingale; symmetric Markov process; conormal reflection; locally Lipschitz continuous probability density

Mathematics Subject Classification ID

31C25: Dirichlet forms

60J60: Diffusion processes

60J45: Probabilistic potential theory

60J50: Boundary theory for Markov processes

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